Citations of
Cornelis A. Los

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Working papers

1. Sutthisit Jamdee & Cornelis A. Los, 2005. "Long Memory Options: LM Evidence and Simulations," Finance 0505003, EconWPA. [Downloadable!]
   Published as:
   • Jamdee, Sutthisit & Los, Cornelis A., 2007. "Long memory options: LM evidence and simulations," Research in International Business and Finance, Elsevier, vol. 21(2), pages 260-280, June. [Downloadable!] (restricted)

   Cited by:

   1. Los, Cornelis A. & Tungsong, Satjaporn, 2008. "Investment Model Uncertainty and Fair Pricing," MPRA Paper 8859, University Library of Munich, Germany. [Downloadable!]

2. Cornelis A. Los & Bing Yu, 2005. "Persistence Characteristics of the Chinese Stock Markets," Finance 0508008, EconWPA. [Downloadable!]
   Published as:
   • Los, Cornelis A. & Yu, Bing, 2008. "Persistence characteristics of the Chinese stock markets," International Review of Financial Analysis, Elsevier, vol. 17(1), pages 64-82. [Downloadable!] (restricted)

   Cited by:

   1. Espinosa Méndez, Christian, 2007. "Efecto Fin De Semana Y Fin De Mes En El Mercado Bursatil Chileno
      [Effect Weekend And Effect Month End In The Chilean Stock Market]," MPRA Paper 3252, University Library of Munich, Germany. [Downloadable!]

3. Cornelis A. Los, 2005. "Measurement of Financial Risk Persistence," Finance 0502013, EconWPA. [Downloadable!]

   Cited by:

   1. Cornelis A. Los, 2005. "The Degree of Stability of Price Diffusion," Finance 0508006, EconWPA. [Downloadable!]

4. Cornelis A. Los, 2004. "Galton's Error and the Under-Representation of Systematic Risk," Finance 0409041, EconWPA. [Downloadable!]
   Published as:
   • Los, Cornelis A., 1999. "Galton's Error and the under-representation of systematic risk," Journal of Banking & Finance, Elsevier, vol. 23(12), pages 1793-1829, December. [Downloadable!] (restricted)

   Cited by:

   1. Cornelis A. Los, 2005. "Were Cobb and Douglas Prejudiced? A Critical Re-analysis of their 1928 Production Model Identification," Econometrics 0502013, EconWPA. [Downloadable!]
   2. Los, Cornelis A. & Tungsong, Satjaporn, 2008. "Investment Model Uncertainty and Fair Pricing," MPRA Paper 8859, University Library of Munich, Germany. [Downloadable!]
   3. Cornelis A Los, 2004. "The Unscientific Incompleteness and Bias of Unidirectional Projections (= Regressions): A Questionnaire," Econometrics 0410011, EconWPA. [Downloadable!]
   4. Cornelis A. Los, 2004. "Model Uncertainty, Complexity and Rank in Finance," Econometrics 0411013, EconWPA. [Downloadable!]
   5. Cornelis Los, 2004. "Measuring the Degree of Efficiency of Financial Market," Finance 0411003, EconWPA. [Downloadable!]

5. Cornelis A. Los, 2004. "Visualization of Chaos for Finance Majors," Finance 0409035, EconWPA. [Downloadable!]

   Cited by:

   1. Espinosa Méndez, Christian, 2007. "Efecto Fin De Semana Y Fin De Mes En El Mercado Bursatil Chileno
      [Effect Weekend And Effect Month End In The Chilean Stock Market]," MPRA Paper 3252, University Library of Munich, Germany. [Downloadable!]
   2. Cornelis A. Los, 2004. "Measuring Financial Cash Flow and Term Structure Dynamics," Finance 0409046, EconWPA. [Downloadable!]

6. Cornelis A. Los, 2004. "Optimal Multi-Currency Investment Strategies with Exact Attribution in Three Asian Countries," Finance 0409047, EconWPA. [Downloadable!]
   Published as:
   • Los, Cornelis A., 1998. "Optimal multi-currency investment strategies with exact attribution in three Asian countries," Journal of Multinational Financial Management, Elsevier, vol. 8(2-3), pages 169-198, September. [Downloadable!] (restricted)

   Cited by:

   1. Cornelis A. Los, 2004. "Nonparametric Efficiency Testing of Asian Stock Markets Using Weekly Data," Finance 0409033, EconWPA. [Downloadable!]
   2. Cornelis A. Los, 2004. "Optimal Asian Multi-Currency Strategy Portfolios with Exact Risk Attribution," Finance 0409038, EconWPA. [Downloadable!]
   3. Cornelis A. Los, 2004. "Model Uncertainty, Complexity and Rank in Finance," Econometrics 0411013, EconWPA. [Downloadable!]
   4. Cornelis A. Los, 2004. "Measuring Financial Cash Flow and Term Structure Dynamics," Finance 0409046, EconWPA. [Downloadable!]

7. Sutthisit Jamdee & Cornelis A. Los, 2004. "Long Memory Options: Valuation," Finance 0409049, EconWPA. [Downloadable!]

   Cited by:

   1. Cornelis A. Los, 2005. "Measurement of Financial Risk Persistence," Finance 0502013, EconWPA. [Downloadable!]

8. Cornelis A. Los & Jeyanthi Karuppiah, 2004. "Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997," Finance 0409037, EconWPA. [Downloadable!]
   Published as:
   • Karuppiah, Jeyanthi & Los, Cornelis A., 2005. "Wavelet multiresolution analysis of high-frequency Asian FX rates, Summer 1997," International Review of Financial Analysis, Elsevier, vol. 14(2), pages 211-246. [Downloadable!] (restricted)

   Cited by:

   1. Cornelis A. Los, 2004. "Visualization of Chaos for Finance Majors," Finance 0409035, EconWPA. [Downloadable!]
   2. Cornelis A. Los, 2004. "Measuring Financial Cash Flow and Term Structure Dynamics," Finance 0409046, EconWPA. [Downloadable!]

9. Cornelis A. Los, 2004. "When to Put All Your Eggs in One Basket.....When Diversification Increases Portfolio Risk!," Finance 0411037, EconWPA. [Downloadable!]

   Cited by:

   1. Cornelis A. Los, 2004. "Why VAR Fails: Long Memory and Extreme Events in Financial Markets," Finance 0412014, EconWPA. [Downloadable!]
      Other versions:
      • Cornelis A Los, 2005. "Why VaR FailsLong Memory and Extreme Events in Financial Markets," Icfai University Journal of Financial Economics, Icfai Press, vol. 0(3), pages 19-36, September.

10. Cornelis A. Los, 2004. "Nonparametric Efficiency Testing of Asian Stock Markets Using Weekly Data," Finance 0409033, EconWPA. [Downloadable!]

    Cited by:

    1. Cornelis A. Los, 2005. "Measurement of Financial Risk Persistence," Finance 0502013, EconWPA. [Downloadable!]
    2. Cornelis A. Los & Jeyanthi Karuppiah, 2004. "Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997," Finance 0409037, EconWPA. [Downloadable!]
       Other versions:
       • Karuppiah, Jeyanthi & Los, Cornelis A., 2005. "Wavelet multiresolution analysis of high-frequency Asian FX rates, Summer 1997," International Review of Financial Analysis, Elsevier, vol. 14(2), pages 211-246. [Downloadable!] (restricted)
    3. Cornelis A. Los, 2004. "The Changing Concept of Financial Risk," Finance 0409034, EconWPA. [Downloadable!]

11. Cornelis A. Los, 2004. "Why VAR Fails: Long Memory and Extreme Events in Financial Markets," Finance 0412014, EconWPA. [Downloadable!]
    Published as:
    • Cornelis A Los, 2005. "Why VaR FailsLong Memory and Extreme Events in Financial Markets," Icfai University Journal of Financial Economics, Icfai Press, vol. 0(3), pages 19-36, September.

    Cited by:

    1. Cornelis A. Los, 2005. "The Degree of Stability of Price Diffusion," Finance 0508006, EconWPA. [Downloadable!]

12. Cornelis A Los, 2004. "The Unscientific Incompleteness and Bias of Unidirectional Projections (= Regressions): A Questionnaire," Econometrics 0410011, EconWPA. [Downloadable!]

    Cited by:

    1. Cornelis Los, 2004. "Measuring the Degree of Efficiency of Financial Market," Finance 0411003, EconWPA. [Downloadable!]

13. Cornelis A. Los, 2004. "Optimal Asian Multi-Currency Strategy Portfolios with Exact Risk Attribution," Finance 0409038, EconWPA. [Downloadable!]

    Cited by:

    1. Cornelis A. Los, 2004. "Model Uncertainty, Complexity and Rank in Finance," Econometrics 0411013, EconWPA. [Downloadable!]

14. R.E. Kalman & C.A. Los, 1987. "The prejudices of least squares, principal components and common factor schemes," Research Paper 8701, Federal Reserve Bank of New York.

    Cited by:

    1. Cornelis A Los, 2004. "The Unscientific Incompleteness and Bias of Unidirectional Projections (= Regressions): A Questionnaire," Econometrics 0410011, EconWPA. [Downloadable!]
    2. Cornelis A. Los, 2004. "Model Uncertainty, Complexity and Rank in Finance," Econometrics 0411013, EconWPA. [Downloadable!]
    3. Cornelis A. Los, 2004. "Measuring Financial Cash Flow and Term Structure Dynamics," Finance 0409046, EconWPA. [Downloadable!]

15. Cornelis A. Los, 1987. "Identification of a linear system from inexact data: a three variable example," Research Paper 8703, Federal Reserve Bank of New York.

    Cited by:

    1. Cornelis A. Los, 2005. "Were Cobb and Douglas Prejudiced? A Critical Re-analysis of their 1928 Production Model Identification," Econometrics 0502013, EconWPA. [Downloadable!]
    2. Cornelis A Los, 2004. "The Unscientific Incompleteness and Bias of Unidirectional Projections (= Regressions): A Questionnaire," Econometrics 0410011, EconWPA. [Downloadable!]
    3. Cornelis A. Los, 2004. "Model Uncertainty, Complexity and Rank in Finance," Econometrics 0411013, EconWPA. [Downloadable!]

16. Cornelis A. Los, 1986. "Quality control of empirical econometrics: a status report," Research Paper 8606, Federal Reserve Bank of New York.

    Cited by:

    1. Cornelis A. Los, 1991. "A Scientific View of Economic Data Analysis," Eastern Economic Journal, Eastern Economic Association, vol. 17(1), pages 61-71, Jan-Mar. [Downloadable!]

17. Cornelis A. Los, 1986. "Collinearity analysis of a simple money demand equation," Research Paper 8604, Federal Reserve Bank of New York.

    Cited by:

    1. Cornelis A. Los, 2004. "Galton's Error and the Under-Representation of Systematic Risk," Finance 0409041, EconWPA. [Downloadable!]
       Other versions:
       • Los, Cornelis A., 1999. "Galton's Error and the under-representation of systematic risk," Journal of Banking & Finance, Elsevier, vol. 23(12), pages 1793-1829, December. [Downloadable!] (restricted)

1. Los, Cornelis A. & Yu, Bing, 2008. "Persistence characteristics of the Chinese stock markets," International Review of Financial Analysis, Elsevier, vol. 17(1), pages 64-82. [Downloadable!] (restricted)
   Other versions:
   • Cornelis A. Los & Bing Yu, 2005. "Persistence Characteristics of the Chinese Stock Markets," Finance 0508008, EconWPA. [Downloadable!]

   See citations under working paper version above.

2. Jamdee, Sutthisit & Los, Cornelis A., 2007. "Long memory options: LM evidence and simulations," Research in International Business and Finance, Elsevier, vol. 21(2), pages 260-280, June. [Downloadable!] (restricted)
   Other versions:
   • Sutthisit Jamdee & Cornelis A. Los, 2005. "Long Memory Options: LM Evidence and Simulations," Finance 0505003, EconWPA. [Downloadable!]

   See citations under working paper version above.

3. Cornelis A Los, 2006. "Visualization Of The Road To Chaos For Finance And Economics Majors," Icfai University Journal of Financial Economics, Icfai Press, vol. 0(4), pages 7-34, December.

   Cited by:

   1. Cornelis A. Los, 2005. "The Degree of Stability of Price Diffusion," Finance 0508006, EconWPA. [Downloadable!]

4. Cornelis A Los, 2005. "Why VaR FailsLong Memory and Extreme Events in Financial Markets," Icfai University Journal of Financial Economics, Icfai Press, vol. 0(3), pages 19-36, September.
   Other versions:
   • Cornelis A. Los, 2004. "Why VAR Fails: Long Memory and Extreme Events in Financial Markets," Finance 0412014, EconWPA. [Downloadable!]

   See citations under working paper version above.

5. Karuppiah, Jeyanthi & Los, Cornelis A., 2005. "Wavelet multiresolution analysis of high-frequency Asian FX rates, Summer 1997," International Review of Financial Analysis, Elsevier, vol. 14(2), pages 211-246. [Downloadable!] (restricted)
   Other versions:
   • Cornelis A. Los & Jeyanthi Karuppiah, 2004. "Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997," Finance 0409037, EconWPA. [Downloadable!]

   See citations under working paper version above.

6. Los, Cornelis A., 1999. "Galton's Error and the under-representation of systematic risk," Journal of Banking & Finance, Elsevier, vol. 23(12), pages 1793-1829, December. [Downloadable!] (restricted)
   Other versions:
   • Cornelis A. Los, 2004. "Galton's Error and the Under-Representation of Systematic Risk," Finance 0409041, EconWPA. [Downloadable!]

   See citations under working paper version above.

7. Los, Cornelis A., 1998. "Optimal multi-currency investment strategies with exact attribution in three Asian countries," Journal of Multinational Financial Management, Elsevier, vol. 8(2-3), pages 169-198, September. [Downloadable!] (restricted)
   Other versions:
   • Cornelis A. Los, 2004. "Optimal Multi-Currency Investment Strategies with Exact Attribution in Three Asian Countries," Finance 0409047, EconWPA. [Downloadable!]

   See citations under working paper version above.

8. Cornelis A. Los, 1991. "A Scientific View of Economic Data Analysis," Eastern Economic Journal, Eastern Economic Association, vol. 17(1), pages 61-71, Jan-Mar. [Downloadable!]

   Cited by:

   1. Cornelis A. Los, 2005. "Were Cobb and Douglas Prejudiced? A Critical Re-analysis of their 1928 Production Model Identification," Econometrics 0502013, EconWPA. [Downloadable!]
   2. Cornelis A. Los, 2004. "Visualization of Chaos for Finance Majors," Finance 0409035, EconWPA. [Downloadable!]
   3. Los, Cornelis A. & Tungsong, Satjaporn, 2008. "Investment Model Uncertainty and Fair Pricing," MPRA Paper 8859, University Library of Munich, Germany. [Downloadable!]
   4. Cornelis A. Los, 2004. "Measuring Financial Cash Flow and Term Structure Dynamics," Finance 0409046, EconWPA. [Downloadable!]

9. Cornelis A. Los, 1991. "A Scientific View of Economic Data Analysis: Reply," Eastern Economic Journal, Eastern Economic Association, vol. 17(4), pages 526-531, Oct-Dec. [Downloadable!]

   Cited by:

   1. Los, Cornelis A. & Tungsong, Satjaporn, 2008. "Investment Model Uncertainty and Fair Pricing," MPRA Paper 8859, University Library of Munich, Germany. [Downloadable!]

This page was last updated on 2009-12-12.